// parses the properties file format
private static PropertySet parse(ImmutableList <string> lines)
{
// cannot use ArrayListMultiMap as it does not retain the order of the keys
// whereas ImmutableListMultimap does retain the order of the keys
ImmutableListMultimap.Builder <string, string> parsed = ImmutableListMultimap.builder();
int lineNum = 0;
foreach (string line in lines)
{
lineNum++;
line = line.Trim();
if (line.Length == 0 || line.StartsWith("#", StringComparison.Ordinal) || line.StartsWith(";", StringComparison.Ordinal))
{
continue;
}
int equalsPosition = line.IndexOf(" = ", StringComparison.Ordinal);
equalsPosition = equalsPosition < 0 ? line.IndexOf('=') : equalsPosition + 1;
string key = (equalsPosition < 0 ? line.Trim() : line.Substring(0, equalsPosition).Trim());
string value = (equalsPosition < 0 ? "" : line.Substring(equalsPosition + 1).Trim());
if (key.Length == 0)
{
throw new System.ArgumentException("Invalid properties file, empty key, line " + lineNum);
}
parsed.put(key, value);
}
return(PropertySet.of(parsed.build()));
}
/// <summary>
/// Obtains an instance from a map.
/// <para>
/// The returned instance will have one value for each key.
///
/// </para>
/// </summary>
/// <param name="keyValues"> the key-values to create the instance with </param>
/// <returns> the property set </returns>
public static PropertySet of(IDictionary <string, string> keyValues)
{
ArgChecker.notNull(keyValues, "keyValues");
ImmutableListMultimap.Builder <string, string> builder = ImmutableListMultimap.builder();
foreach (KeyValuePair <string, string> entry in keyValues.SetOfKeyValuePairs())
{
builder.put(entry);
}
return(new PropertySet(builder.build()));
}
//-------------------------------------------------------------------------
// parses the INI file format
private static ImmutableMap <string, ImmutableListMultimap <string, string> > parse(ImmutableList <string> lines)
{
// cannot use ArrayListMultiMap as it does not retain the order of the keys
// whereas ImmutableListMultimap does retain the order of the keys
IDictionary <string, ImmutableListMultimap.Builder <string, string> > ini = new LinkedHashMap <string, ImmutableListMultimap.Builder <string, string> >();
ImmutableListMultimap.Builder <string, string> currentSection = null;
int lineNum = 0;
foreach (string line in lines)
{
lineNum++;
line = line.Trim();
if (line.Length == 0 || line.StartsWith("#", StringComparison.Ordinal) || line.StartsWith(";", StringComparison.Ordinal))
{
continue;
}
if (line.StartsWith("[", StringComparison.Ordinal) && line.EndsWith("]", StringComparison.Ordinal))
{
string sectionName = line.Substring(1, (line.Length - 1) - 1).Trim();
if (ini.ContainsKey(sectionName))
{
throw new System.ArgumentException("Invalid INI file, duplicate section not allowed, line " + lineNum);
}
currentSection = ImmutableListMultimap.builder();
ini[sectionName] = currentSection;
}
else if (currentSection == null)
{
throw new System.ArgumentException("Invalid INI file, properties must be within a [section], line " + lineNum);
}
else
{
int equalsPosition = line.IndexOf(" = ", StringComparison.Ordinal);
equalsPosition = equalsPosition < 0 ? line.IndexOf('=') : equalsPosition + 1;
string key = (equalsPosition < 0 ? line.Trim() : line.Substring(0, equalsPosition).Trim());
string value = (equalsPosition < 0 ? "" : line.Substring(equalsPosition + 1).Trim());
if (key.Length == 0)
{
throw new System.ArgumentException("Invalid INI file, empty key, line " + lineNum);
}
currentSection.put(key, value);
}
}
return(MapStream.of(ini).mapValues(b => b.build()).toMap());
}
//-------------------------------------------------------------------------
/// <summary>
/// Parses one or more CSV format curve files for all available dates.
/// <para>
/// A predicate is specified that is used to filter the dates that are returned.
/// This could match a single date, a set of dates or all dates.
/// </para>
/// <para>
/// If the files contain a duplicate entry an exception will be thrown.
///
/// </para>
/// </summary>
/// <param name="datePredicate"> the predicate used to select the dates </param>
/// <param name="groupsCharSource"> the curve groups CSV character source </param>
/// <param name="settingsCharSource"> the curve settings CSV character source </param>
/// <param name="curveValueCharSources"> the CSV character sources for curves </param>
/// <returns> the loaded curves, mapped by date and identifier </returns>
/// <exception cref="IllegalArgumentException"> if the files contain a duplicate entry </exception>
public static ImmutableListMultimap <LocalDate, RatesCurveGroup> parse(System.Predicate <LocalDate> datePredicate, CharSource groupsCharSource, CharSource settingsCharSource, ICollection <CharSource> curveValueCharSources)
{
IList <RatesCurveGroupDefinition> curveGroups = RatesCurveGroupDefinitionCsvLoader.parseCurveGroupDefinitions(groupsCharSource);
IDictionary <LocalDate, IDictionary <CurveName, Curve> > curves = parseCurves(datePredicate, settingsCharSource, curveValueCharSources);
ImmutableListMultimap.Builder <LocalDate, RatesCurveGroup> builder = ImmutableListMultimap.builder();
foreach (RatesCurveGroupDefinition groupDefinition in curveGroups)
{
foreach (KeyValuePair <LocalDate, IDictionary <CurveName, Curve> > entry in curves.SetOfKeyValuePairs())
{
RatesCurveGroup curveGroup = RatesCurveGroup.ofCurves(groupDefinition, entry.Value.values());
builder.put(entry.Key, curveGroup);
}
}
return(builder.build());
}
/// <summary>
/// Parses one or more CSV format curve files for all available dates.
/// <para>
/// A predicate is specified that is used to filter the dates that are returned.
/// This could match a single date, a set of dates or all dates.
/// </para>
/// <para>
/// If the files contain a duplicate entry an exception will be thrown.
///
/// </para>
/// </summary>
/// <param name="datePredicate"> the predicate used to select the dates </param>
/// <param name="groupsCharSource"> the curve groups CSV character source </param>
/// <param name="settingsCharSource"> the curve settings CSV character source </param>
/// <param name="curveValueCharSources"> the CSV character sources for curves </param>
/// <returns> the loaded curves, mapped by date and identifier </returns>
/// <exception cref="IllegalArgumentException"> if the files contain a duplicate entry </exception>
public static ImmutableListMultimap <LocalDate, LegalEntityCurveGroup> parse(System.Predicate <LocalDate> datePredicate, CharSource groupsCharSource, CharSource settingsCharSource, ICollection <CharSource> curveValueCharSources)
{
IDictionary <CurveGroupName, IDictionary <Pair <RepoGroup, Currency>, CurveName> > repoGroups = new LinkedHashMap <CurveGroupName, IDictionary <Pair <RepoGroup, Currency>, CurveName> >();
IDictionary <CurveGroupName, IDictionary <Pair <LegalEntityGroup, Currency>, CurveName> > legalEntityGroups = new LinkedHashMap <CurveGroupName, IDictionary <Pair <LegalEntityGroup, Currency>, CurveName> >();
parseCurveMaps(groupsCharSource, repoGroups, legalEntityGroups);
IDictionary <LocalDate, IDictionary <CurveName, Curve> > allCurves = parseCurves(datePredicate, settingsCharSource, curveValueCharSources);
ImmutableListMultimap.Builder <LocalDate, LegalEntityCurveGroup> builder = ImmutableListMultimap.builder();
foreach (KeyValuePair <LocalDate, IDictionary <CurveName, Curve> > curveEntry in allCurves.SetOfKeyValuePairs())
{
LocalDate date = curveEntry.Key;
IDictionary <CurveName, Curve> curves = curveEntry.Value;
foreach (KeyValuePair <CurveGroupName, IDictionary <Pair <RepoGroup, Currency>, CurveName> > repoEntry in repoGroups.SetOfKeyValuePairs())
{
CurveGroupName groupName = repoEntry.Key;
IDictionary <Pair <RepoGroup, Currency>, Curve> repoCurves = MapStream.of(repoEntry.Value).mapValues(name => queryCurve(name, curves, date, groupName, "Repo")).toMap();
IDictionary <Pair <LegalEntityGroup, Currency>, Curve> issuerCurves = MapStream.of(legalEntityGroups[groupName]).mapValues(name => queryCurve(name, curves, date, groupName, "Issuer")).toMap();
builder.put(date, LegalEntityCurveGroup.of(groupName, repoCurves, issuerCurves));
}
}
return(builder.build());
}